| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-1999 |
24-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
2,315.05 |
2,385.84 |
70.79 |
3.1% |
2,307.05 |
| High |
2,386.01 |
2,432.39 |
46.38 |
1.9% |
2,351.00 |
| Low |
2,315.07 |
2,371.14 |
56.07 |
2.4% |
2,270.96 |
| Close |
2,385.84 |
2,404.88 |
19.04 |
0.8% |
2,315.05 |
| Range |
70.94 |
61.25 |
-9.69 |
-13.7% |
80.04 |
| ATR |
57.18 |
57.47 |
0.29 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.55 |
2,556.97 |
2,438.57 |
|
| R3 |
2,525.30 |
2,495.72 |
2,421.72 |
|
| R2 |
2,464.05 |
2,464.05 |
2,416.11 |
|
| R1 |
2,434.47 |
2,434.47 |
2,410.49 |
2,449.26 |
| PP |
2,402.80 |
2,402.80 |
2,402.80 |
2,410.20 |
| S1 |
2,373.22 |
2,373.22 |
2,399.27 |
2,388.01 |
| S2 |
2,341.55 |
2,341.55 |
2,393.65 |
|
| S3 |
2,280.30 |
2,311.97 |
2,388.04 |
|
| S4 |
2,219.05 |
2,250.72 |
2,371.19 |
|
|
| Weekly Pivots for week ending 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.46 |
2,513.79 |
2,359.07 |
|
| R3 |
2,472.42 |
2,433.75 |
2,337.06 |
|
| R2 |
2,392.38 |
2,392.38 |
2,329.72 |
|
| R1 |
2,353.71 |
2,353.71 |
2,322.39 |
2,373.05 |
| PP |
2,312.34 |
2,312.34 |
2,312.34 |
2,322.00 |
| S1 |
2,273.67 |
2,273.67 |
2,307.71 |
2,293.01 |
| S2 |
2,232.30 |
2,232.30 |
2,300.38 |
|
| S3 |
2,152.26 |
2,193.63 |
2,293.04 |
|
| S4 |
2,072.22 |
2,113.59 |
2,271.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,432.39 |
2,270.96 |
161.43 |
6.7% |
50.30 |
2.1% |
83% |
True |
False |
|
| 10 |
2,432.39 |
2,164.55 |
267.84 |
11.1% |
55.77 |
2.3% |
90% |
True |
False |
|
| 20 |
2,432.39 |
2,120.26 |
312.13 |
13.0% |
59.15 |
2.5% |
91% |
True |
False |
|
| 40 |
2,468.42 |
2,120.26 |
348.16 |
14.5% |
55.95 |
2.3% |
82% |
False |
False |
|
| 60 |
2,468.42 |
1,987.40 |
481.02 |
20.0% |
58.08 |
2.4% |
87% |
False |
False |
|
| 80 |
2,468.42 |
1,960.55 |
507.87 |
21.1% |
59.62 |
2.5% |
87% |
False |
False |
|
| 100 |
2,468.42 |
1,952.36 |
516.06 |
21.5% |
62.94 |
2.6% |
88% |
False |
False |
|
| 120 |
2,468.42 |
1,933.06 |
535.36 |
22.3% |
61.03 |
2.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.70 |
|
2.618 |
2,592.74 |
|
1.618 |
2,531.49 |
|
1.000 |
2,493.64 |
|
0.618 |
2,470.24 |
|
HIGH |
2,432.39 |
|
0.618 |
2,408.99 |
|
0.500 |
2,401.77 |
|
0.382 |
2,394.54 |
|
LOW |
2,371.14 |
|
0.618 |
2,333.29 |
|
1.000 |
2,309.89 |
|
1.618 |
2,272.04 |
|
2.618 |
2,210.79 |
|
4.250 |
2,110.83 |
|
|